+23.6%
EW vs EMB
-0.3%
+23.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.1% |
| 7D | +4.9% | -0.7% | +5.6% | +5.9% |
| 30D | +24.1% | +0.5% | +23.5% | +23.3% |
| 3M | +13.7% | -2.5% | +16.2% | +17.5% |
| 6M | +32.7% | -2.0% | +34.7% | +36.4% |
| YTD | +24.1% | -0.9% | +25.0% | +26.6% |
| 1Y | +23.6% | -0.3% | +23.9% | +24.6% |
| All | +23.6% | -0.3% | +23.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling